-1.7%
RSG vs JBHT
+93.0%
-94.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.7% | +7.1% | -7.9% | -0.8% |
| 30D | +3.3% | +2.3% | +1.0% | +3.3% |
| 3M | +8.5% | -4.5% | +13.0% | +8.5% |
| 6M | -3.5% | +29.2% | -32.7% | -3.4% |
| YTD | +5.5% | +42.2% | -36.7% | +6.1% |
| 1Y | -1.7% | +93.7% | -95.5% | +0.1% |
| All | -1.7% | +93.0% | -94.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling